Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,107.75 |
1,097.75 |
-10.00 |
-0.9% |
1,091.50 |
High |
1,117.00 |
1,119.00 |
2.00 |
0.2% |
1,119.00 |
Low |
1,097.50 |
1,095.25 |
-2.25 |
-0.2% |
1,084.50 |
Close |
1,098.00 |
1,108.00 |
10.00 |
0.9% |
1,108.00 |
Range |
19.50 |
23.75 |
4.25 |
21.8% |
34.50 |
ATR |
18.01 |
18.42 |
0.41 |
2.3% |
0.00 |
Volume |
1,669,060 |
2,054,949 |
385,889 |
23.1% |
9,281,269 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,178.75 |
1,167.00 |
1,121.00 |
|
R3 |
1,155.00 |
1,143.25 |
1,114.50 |
|
R2 |
1,131.25 |
1,131.25 |
1,112.25 |
|
R1 |
1,119.50 |
1,119.50 |
1,110.25 |
1,125.50 |
PP |
1,107.50 |
1,107.50 |
1,107.50 |
1,110.25 |
S1 |
1,095.75 |
1,095.75 |
1,105.75 |
1,101.50 |
S2 |
1,083.75 |
1,083.75 |
1,103.75 |
|
S3 |
1,060.00 |
1,072.00 |
1,101.50 |
|
S4 |
1,036.25 |
1,048.25 |
1,095.00 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.25 |
1,192.25 |
1,127.00 |
|
R3 |
1,172.75 |
1,157.75 |
1,117.50 |
|
R2 |
1,138.25 |
1,138.25 |
1,114.25 |
|
R1 |
1,123.25 |
1,123.25 |
1,111.25 |
1,130.75 |
PP |
1,103.75 |
1,103.75 |
1,103.75 |
1,107.50 |
S1 |
1,088.75 |
1,088.75 |
1,104.75 |
1,096.25 |
S2 |
1,069.25 |
1,069.25 |
1,101.75 |
|
S3 |
1,034.75 |
1,054.25 |
1,098.50 |
|
S4 |
1,000.25 |
1,019.75 |
1,089.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,119.00 |
1,084.50 |
34.50 |
3.1% |
17.50 |
1.6% |
68% |
True |
False |
1,856,253 |
10 |
1,119.00 |
1,067.00 |
52.00 |
4.7% |
18.00 |
1.6% |
79% |
True |
False |
1,698,763 |
20 |
1,119.00 |
1,053.50 |
65.50 |
5.9% |
17.00 |
1.5% |
83% |
True |
False |
1,747,552 |
40 |
1,119.00 |
1,026.00 |
93.00 |
8.4% |
18.50 |
1.7% |
88% |
True |
False |
1,945,934 |
60 |
1,119.00 |
1,012.00 |
107.00 |
9.7% |
18.00 |
1.6% |
90% |
True |
False |
1,980,155 |
80 |
1,119.00 |
971.25 |
147.75 |
13.3% |
18.00 |
1.6% |
93% |
True |
False |
1,494,182 |
100 |
1,119.00 |
917.00 |
202.00 |
18.2% |
17.75 |
1.6% |
95% |
True |
False |
1,195,706 |
120 |
1,119.00 |
861.25 |
257.75 |
23.3% |
17.75 |
1.6% |
96% |
True |
False |
996,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,220.00 |
2.618 |
1,181.25 |
1.618 |
1,157.50 |
1.000 |
1,142.75 |
0.618 |
1,133.75 |
HIGH |
1,119.00 |
0.618 |
1,110.00 |
0.500 |
1,107.00 |
0.382 |
1,104.25 |
LOW |
1,095.25 |
0.618 |
1,080.50 |
1.000 |
1,071.50 |
1.618 |
1,056.75 |
2.618 |
1,033.00 |
4.250 |
994.25 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,107.75 |
1,107.75 |
PP |
1,107.50 |
1,107.50 |
S1 |
1,107.00 |
1,107.00 |
|